A huge number of Finnish Records are online, and more being placed online all the time. However, not everything is currently available digitally so make sure to check other sources such as FamilySearch for microfilmed records.
Suomen Sukuhistoriallinen Yhdistys ry (Finland’s Family History Association) (Finnish and English) The FFHA is a volunteer organization with the goal of digitizing genealogical source materials. This is both a free and membership site with paid membership giving you access to additional records not otherwise available. Resources include Church Records, Military Records, Census Records, Court Records, and Some Indexes. I find this the most useful and easiest to use website for most Finnish records, although if you do not find what you need here, check other resources below.
Sukututkimusseura (The Genealogical Society of Finland) (Finnish and English) The Genealogical Society of Finland is a membership organization that promotes Finnish Genealogy. There are a number of reasons to join, but perhaps most significant is to support the HisKi Project which is creating an index of christenings/births, marriages, deaths/burials, moving in, and moving out records.
Arkistolaitos (National Archives Service of Finland) (Finnish and English, sorta) The National Archives Service of Finland has a significant amount of material digitized.There are many different types of digitized records that are useful to genealogist, but among the most important resources are Church Records, Census Records, and Court Records. Although some of the site has been translated into English, do not try and use the site without a good Finnish-English dictionary as most of the important stuff has not been translated.
Siirtolaisuusinstituutti (Institute of Migration) (Finnish and English) This site is essential for researching Finnish migration. It provides some small amount of basic information for free, but more detailed information requires site subscription. The site has very important indexes of Passenger Records, Passport Records, Reference Records, Australian Finns, New Zealand Finns, Finnish Russians 1930-1950, Martyrology of Ingrian Finns, and Forest Finns in Sweden in the 16th and 17th Century.
DIGI-Kansalliskirjaston digitoidut aineistot (DIGI-National Library’s Digital Collections) (Finnish and English) The National Library of Finland has digitized a significant number of newspapers dating back to the 1770 (mostly from the end of the 19th Century beginning of the 20th Century) and they are free online. Newspapers may be in Swedish or Finnish.
FamilySearch FamilySearch has some indexes to parish records and some digitized records, the most significant set of resources are the digitized, country-wide census records from 1810-1860. Also, it has a significant amount of information on how to research in Finnish records in the Wiki and Learning Center.
DISBYT Suomi (DISBYT Finland) (Finnish and English) DISBYT is a database of individuals who have been researched and their names submitted by members of the DIS (Computer Genealogical Society). This is a great resources for finding cousins in Finland who are researching your common family.